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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

FMG Discussion Papers / Financial Markets Group

0.95

Impact Factor

0.99

5-Years IF

21

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.0833711 (%)0.05
19910.250.080.254710.14234141 (%)0.05
19920.140.090.132910.11127181 (%)0.05
19930.10.131210.08106101 (%)0.05
19940.111133513 (%)0.05
19950.250.150.3141750.291241134 (%)10.250.1
19960.20.190.2192680.314051143 (%)40.440.09
19970.230.20.371541120.2969133197 (%)20.130.08
19980.170.210.192263130.211842443261 (%)60.270.12
19990.350.270.372184230.2710337135119 (%)30.140.15
20000.580.360.4425109400.377043257131 (%)40.160.14
20010.330.360.4728137580.42132461592431 (%)40.140.17
20020.570.370.6637174950.55247533011173 (%)80.220.18
20030.690.390.65272011130.5662654513386 (%)60.220.18
20040.920.410.65402411300.5451645913890 (%)60.150.18
20050.270.430.46212621030.3965671815773 (%)30.140.22
20060.360.450.4426288960.3376612215367 (%)20.080.19
20070.450.380.3624312970.311224721151551 (%)130.540.17
20080.640.380.3216328960.2973503213844 (%)60.380.17
20090.70.350.419347930.27176402812751 (%)40.210.17
20100.830.320.7173641220.34843529106741 (1.2%)70.410.15
20111.330.410.94323961570.4763648102964 (5.3%)80.250.2
20120.860.460.72174131150.28554942108783 (5.5%)50.290.21
20130.630.490.7754181500.362493110178 (%)0.22
20140.950.560.9974251340.32922219089 (%)30.430.3
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:

[Click on heading to sort table]

YearTitleCited
2007Market Liquidity and Funding Liquidity. (2007). Pederson, Lasse Heje. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp580.

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93
2002Market Timing and Return Prediction under Model Instability. (2002). . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp412.

Full description at Econpapers || Download paper

78
2009Banking Stability Measures. (2009). Goodhart, Charles ; Segoviano, Miguel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp627.

Full description at Econpapers || Download paper

55
2009A Preferred-Habitat Model of the Term Structure of Interest Rates. (2009). Vayanos, Dimitri ; Vila, Jean-Luc . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp641.

Full description at Econpapers || Download paper

55
1999A Model of the Lender of Last Resort. (1999). Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp313.

Full description at Econpapers || Download paper

45
2002Family Firms. (2002). . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp406.

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34
2010Limits of Arbitrage: The State of the Theory. (2010). Gromb, Denis ; Vayanos, Dimitri . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp650.

Full description at Econpapers || Download paper

33
1998Informed Trading, Investment, and Welfare. (1998). . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp292.

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31
1999A Simple Model of an International Lender of Last Resort. (1999). Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp336.

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30
2002Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?. (2002). . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp408.

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30
1998Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences. (1998). Nobay, Robert A.. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp306.

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30
1998Beyond the Sample: Extreme Quantile and Probability Estimation. (1998). . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp298.

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28
1998Data-Snooping, Technical Trading, Rule Performance and the Bootstrap. (1998). Sullivan, Ryan . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp303.

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28
2006Recovery Rates, Default Probabilities and the Credit Cycle. (2006). Gonzalez-Aguado, Carlos . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp572.

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24
1998Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints. (1998). . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp296.

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23
2001Housing Market Dynamics: on the Contribution of Income Shocks and Credit Constraints. (2001). . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp375.

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23
2010Risk Appetite and Endogenous Risk. (2010). Shin, Hyun Song ; Zigrand, Jean-Pierre . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp647.

Full description at Econpapers || Download paper

23
1991The Clustering of Bid/Ask Prices and the Spread in the Foreign Exchange Market. (1991). Goodhart, Charles ; Curcio, Riccardo. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp110.

Full description at Econpapers || Download paper

21
2005Subadditivity Re–Examined: the Case for Value-at-Risk. (2005). Samorodnitsky, Gennady ; Mandira, Sarma. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp549.

Full description at Econpapers || Download paper

21
1996Announcement Effects and Seasonality in the Intra-day Foreign Exchange Market. (1996). Payne, Richard . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp238.

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21
1999Optimal Bail Out Policy, Conditionality and Creative Ambiguity. (1999). Freixas, Xavier . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp327.

Full description at Econpapers || Download paper

21
2010Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies. (2010). Ellul, Andrew ; Yerramilli, Vijay . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp646.

Full description at Econpapers || Download paper

21
2002Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy. (2002). Segoviano, Miguel ; Lowe, Philip . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp428.

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20
2012Financial Regulation in General Equilibrium. (2012). Vardoulakis, Alexandros ; Tsomocos, Dimitrios ; Goodhart, Charles ; Kashyap, Anil K. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp702.

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20
1998Boom In, Bust Out: Young Households and the Housing Price Cycle. (1998). . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp310.

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18
2009Negative Nominal Interest Rates: Three ways to overcome the zero lower bound. (2009). Buiter, Willem . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp636.

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18
2009Financial Volatility and Economic Activity. (2009). Mele, Antonio . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp642.

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17
1997Team Structure Modelling of Defaultable Bonds. (1997). . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp272.

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17
2000Public Trading and Private Incentives. (2000). Faure-Grimaud, Antoine ; Gromb, Denis . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp347.

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16
2008Bond Supply and Excess Bond Returns. (2008). Vayanos, Dimitri ; Greenwood, Robin . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp607.

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16
2001What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model. (2001). . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp393.

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15
2011Balance Sheet Capacity and Endogenous Risk. (2011). Shin, Hyun Song ; Danielsson, Jon ; Zigrand, Jean-Pierre . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp665.

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15
1997The Effects of Macroeconomic News on High Frequency Exchange Rate Behaviour. (1997). Almeida, alvaro ; Payne, Richard ; Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp258.

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14
2003Macroeconomic news, order flows and exchange rates. (2003). Payne, Richard ; Love, Ryan . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp475.

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14
2008Central banks and financial crises. (2008). Guriev, Sergei ; Bhattacharya, Sudipto . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp619.

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13
2002Bubbles and Crashes. (2002). Abreu, Dilip . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp401.

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13
2001Coordination Risk and the Price of Debt. (2001). Shin, Hyun Song . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp373.

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13
2006Consistent Information Multivariate Density Optimizing Methodology. (2006). Segoviano, Miguel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp557.

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13
2004Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations. (2004). . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp502.

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13
2008Can Rare Events Explain the Equity Premium Puzzle?. (2008). Ghosh, Anisha ; Julliard, Christian . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp610.

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12
2001Agency Conflicts, Ownership Concentration, and Legal Shareholder Protection. (2001). . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp378.

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12
2003Equilibrium analysis, banking, contagion and financial fragility. (2003). . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp450.

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11
2001The Impact of Technology on Cash Usage. (2001). Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp374.

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11
2005The Interest Rate Conditioning Assumption. (2005). Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp547.

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11
2011Anticipated and Repeated Shocks in Liquid Markets. (2011). Lou, Dong ; Zhang, Jinfan ; Yan, Hongjun . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp684.

Full description at Econpapers || Download paper

10
2012Bond Variance Risk Premia. (2012). Vedolin, Andrea ; Yen, Yu-Min ; Mueller, Philippe . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp699.

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10
1997R&D Intensity and Finance: Are Innovative Firms Financially Constrained?. (1997). Brown, Ward. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp271.

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10
2011Bank Bailout Menus. (2011). Nyborg, Kjell G. ; Bhattacharya, Sudipto . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp676.

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9
2001Asset Price Dynamics with Value-at-Risk Constrained Traders. (2001). Shin, Hyun Song . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp394.

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9
1999Moral Hazard, Insurance and Some Collusion. (1999). . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp318.

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9

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2009A Preferred-Habitat Model of the Term Structure of Interest Rates. (2009). Vayanos, Dimitri ; Vila, Jean-Luc . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp641.

Full description at Econpapers || Download paper

49
2009Banking Stability Measures. (2009). Goodhart, Charles ; Segoviano, Miguel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp627.

Full description at Econpapers || Download paper

28
2002Market Timing and Return Prediction under Model Instability. (2002). . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp412.

Full description at Econpapers || Download paper

20
2010Limits of Arbitrage: The State of the Theory. (2010). Gromb, Denis ; Vayanos, Dimitri . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp650.

Full description at Econpapers || Download paper

19
2012Financial Regulation in General Equilibrium. (2012). Vardoulakis, Alexandros ; Tsomocos, Dimitrios ; Goodhart, Charles ; Kashyap, Anil K. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp702.

Full description at Econpapers || Download paper

17
1999A Model of the Lender of Last Resort. (1999). Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp313.

Full description at Econpapers || Download paper

16
1999A Simple Model of an International Lender of Last Resort. (1999). Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp336.

Full description at Econpapers || Download paper

14
1999Optimal Bail Out Policy, Conditionality and Creative Ambiguity. (1999). Freixas, Xavier . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp327.

Full description at Econpapers || Download paper

12
2005Subadditivity Re–Examined: the Case for Value-at-Risk. (2005). Samorodnitsky, Gennady ; Mandira, Sarma. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp549.

Full description at Econpapers || Download paper

10
2011Balance Sheet Capacity and Endogenous Risk. (2011). Shin, Hyun Song ; Danielsson, Jon ; Zigrand, Jean-Pierre . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp665.

Full description at Econpapers || Download paper

10
2009Negative Nominal Interest Rates: Three ways to overcome the zero lower bound. (2009). Buiter, Willem . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp636.

Full description at Econpapers || Download paper

9
2010Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies. (2010). Ellul, Andrew ; Yerramilli, Vijay . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp646.

Full description at Econpapers || Download paper

8
2007Market Liquidity and Funding Liquidity. (2007). Pederson, Lasse Heje. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp580.

Full description at Econpapers || Download paper

7
2011Anticipated and Repeated Shocks in Liquid Markets. (2011). Lou, Dong ; Zhang, Jinfan ; Yan, Hongjun . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp684.

Full description at Econpapers || Download paper

7
2012Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition. (2012). Vayanos, Dimitri ; Wang, Jiang . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp708.

Full description at Econpapers || Download paper

6
1991The Clustering of Bid/Ask Prices and the Spread in the Foreign Exchange Market. (1991). Goodhart, Charles ; Curcio, Riccardo. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp110.

Full description at Econpapers || Download paper

6
2012Bond Variance Risk Premia. (2012). Vedolin, Andrea ; Yen, Yu-Min ; Mueller, Philippe . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp699.

Full description at Econpapers || Download paper

6
2010Risk Appetite and Endogenous Risk. (2010). Shin, Hyun Song ; Zigrand, Jean-Pierre . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp647.

Full description at Econpapers || Download paper

5
2006Consistent Information Multivariate Density Optimizing Methodology. (2006). Segoviano, Miguel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp557.

Full description at Econpapers || Download paper

5
2012Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading. (2012). Ellul, Andrew ; Wang, Yihui ; Lundblad, Christian T. ; Jotikasthira, Chotibhak . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp701.

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4
2009Financial Volatility and Economic Activity. (2009). Mele, Antonio . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp642.

Full description at Econpapers || Download paper

4
2007Financing Constraints and a Firm’s Decision and Ability to Innovate: Establishing Direct and Reverse Effects. (2007). . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp594.

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4
2002Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy. (2002). Segoviano, Miguel ; Lowe, Philip . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp428.

Full description at Econpapers || Download paper

4
2008Bond Supply and Excess Bond Returns. (2008). Vayanos, Dimitri ; Greenwood, Robin . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp607.

Full description at Econpapers || Download paper

4
2001The Impact of Technology on Cash Usage. (2001). Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp374.

Full description at Econpapers || Download paper

4
2011Liquidity Hoarding. (2011). Gale, Douglas ; Yorulmazer, Tanju . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp682.

Full description at Econpapers || Download paper

4
2008Central banks and financial crises. (2008). Guriev, Sergei ; Bhattacharya, Sudipto . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp619.

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4
2014Network Risk and Key Players: A Structural Analysis of Interbank Liquidity. (2014). Julliard, Christian ; Yuan, Kathy ; Denbee, Edward . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp734.

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4
2012Transparency, Tax Pressure and Access to Finance. (2012). Ellul, Andrew ; Jappelli, Tullio ; PANUNZI, FAUSTO . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp705.

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4
2003Equilibrium analysis, banking, contagion and financial fragility. (2003). . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp450.

Full description at Econpapers || Download paper

4
2014Liquidity Risk and the Dynamics of Arbitrage Capital. (2014). . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp730.

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4
2006(UBS Pensions Series 041) The Economics of Pensions. (2006). Barr, Nicholas . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp563.

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3
2002Daily Closing Inside Spreads and Trading Volumes around Earnings Announcements. (2002). Acker, Daniella ; Stalker, Matthew. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp404.

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3
2012Estimating the Quadratic Covariation Matrix for an Asynchronously Observed Continuous Time Signal Masked by Additive Noise. (2012). Park, Sujin . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp703.

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3
2003Anatomy of a Market Crash: A Market Microstructure Analysis of the Turkish Overnight Liquidity Crisis. (2003). . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp456.

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3
2011Bank Bailout Menus. (2011). Nyborg, Kjell G. ; Bhattacharya, Sudipto . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp676.

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3
2011Repo Runs. (2011). von Thadden, Ernst-Ludig . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp687.

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3
2002Platform Competition in Two Sided Markets. (2002). Triole, Jean. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp409.

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2
2012Borrow Cheap, Buy High? The Determinants of Leverage and Pricing in Buyouts. (2012). Weisbach, Michael S. ; Axelson, Ulf ; Jenkinsom, Tim ; Stromberg, Per . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp698.

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2
2012Agency, Firm Growth, and Managerial Turnover. (2012). Bustamante, Cecilia M. ; Guibaud, Stephane ; Anderson, Ronald W.. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp711.

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2
2000Club Enlargement: Early Versus Late Admittance. (2000). Wallner, Klaus. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp359.

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2
2011Bank Bailout Menus. (2011). Nyborg, Kjell G. ; Bhattacharya, Sudipto . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp668.

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2
2010Credit Rating and Competition. (2010). Camanho, Nelson ; Liu, Zijun ; Deb, Pragyan . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp653.

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2
2011The Wall Street Walk when Blockholders Compete for Flows. (2011). Dasgupta, Amil ; Piacentino, Giorgia . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp692.

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2

Citing documents used to compute impact factor 21:

[Click on heading to sort table]

YearTitleSee
2014How Does the Market Variance Risk Premium Vary over Time? Evidence from S&P 500 Variance Swap Investment Returns. (2014). Konstantinidi, Eirini . In: Working Papers. RePEc:qmw:qmwecw:wp732.

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[Citation Analysis]
2014International correlation risk. (2014). Stathopoulos, Andreas ; Mueller, Philippe ; Vedolin, Andrea . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:60955.

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[Citation Analysis]
2014Main Drivers of LBO in Asia. (2014). El Khamlichi, Abdelbari ; Sannajust, Aurelie . In: Working Papers. RePEc:ipg:wpaper:2014-591.

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[Citation Analysis]
2014CEO JOB SECURITY AND RISK-TAKING. (2014). Xu, Moqi ; Cziraki, Peter . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp729.

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[Citation Analysis]
2014CEO job security and risk-taking. (2014). Xu, Moqi ; Cziraki, Peter . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:55909.

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[Citation Analysis]
2014A jump model for fads in asset prices under asymmetric information. (2014). Long, Hongwei ; Buckley, Winston ; Perera, Sandun . In: European Journal of Operational Research. RePEc:eee:ejores:v:236:y:2014:i:1:p:200-208.

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[Citation Analysis]
2014Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets. (2014). Gerig, Austin ; Fricke, Daniel . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100402.

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[Citation Analysis]
2014The Cost of Financial Frictions for Life Insurers. (2014). Koijen,Ralph S. J., ; Yogo, Motohiro ; Koijen, Ralph S. J., . In: Staff Report. RePEc:fip:fedmsr:500.

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[Citation Analysis]
2014Shadow Insurance. (2014). Koijen,Ralph S. J., ; Koijen, Ralph S. J., . In: Staff Report. RePEc:fip:fedmsr:505.

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[Citation Analysis]
2014The economic consequences of including fair value adjustments to shareholders’ equity in regulatory capital calculations. (2014). Chircop, Justin ; Novotny-Farkas, Zoltan . In: IEHAS Discussion Papers. RePEc:has:discpr:1426.

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[Citation Analysis]
2014Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading. (2014). Hounyo, Ulrich . In: CREATES Research Papers. RePEc:aah:create:2014-35.

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[Citation Analysis]
2014Capital Regulation in a Macroeconomic Model with Three Layers of Default. (2014). Vardoulakis, Alexandros ; Moyen, Stephane ; Stracca, Livio ; Clerc, Laurent ; Suarez, Javier ; Mendicino, Caterina ; Derviz, Alexis . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10316.

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2014bank capital regulation model. (2014). Cho, Hyejin . In: MPRA Paper. RePEc:pra:mprapa:54365.

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2014Liquidity policies and systemic risk. (2014). . In: Staff Reports. RePEc:fip:fednsr:661.

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2014The European Crisis and the Role of the Financial System. (2014). Constancio, Vitor . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:39:y:2014:i:pb:p:250-259.

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2014What do we know about the effects of macroprudential policy?. (2014). Galati, Gabriele ; Moessner, Richhild . In: DNB Working Papers. RePEc:dnb:dnbwpp:440.

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2014Banks, shadow banking, and fragility. (2014). . In: Working Paper Series. RePEc:ecb:ecbwps:20141726.

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2014CAPITAL REGULATION IN A MACROECONOMIC MODEL WITH THREE LAYERS OF DEFAULT. (2014). Clerc, Laurent ; Vardoulakis, Alexandros P ; Suarez, Javier ; Stracca, Livio ; Moyen, Stephane ; Mendicino, Caterina ; Derviz, Alexis . In: Working Papers. RePEc:cmf:wpaper:wp2014_1408.

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2014Heterogeneous Tax Sensitivity of Firm-level Investments. (2014). Keuschnigg, Christian ; Erhardt, Katharina . In: Economics Working Paper Series. RePEc:usg:econwp:2014:26.

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2014Heterogeneous Tax Sensitivity of Firm-level Investments. (2014). Keuschnigg, Christian ; Egger, Peter ; Erhardt, Katharina . In: Economics Series. RePEc:ihs:ihsesp:306.

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2014Financial disclosure and market transparency with costly information processing. (2014). Di Maggio, Marco ; Pagano, Marco . In: CFS Working Paper Series. RePEc:zbw:cfswop:485.

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Recent citations received in: 2014

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2014Key Players. (2014). Zenou, Yves . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10277.

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2014Network Games with Incomplete Information. (2014). De Marti, Joan ; Zenou, Yves . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10290.

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2014Liquidity risk and the dynamics of arbitrage capital. (2014). Vayanos, Dimitri ; Kondor, Peter . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:55910.

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2012Intermediary Leverage Cycles and Financial Stability. (2012). Boyarchenko, Nina ; Adrian, Tobias . In: Working Papers. RePEc:bfi:wpaper:2012-010.

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2012When Credit Bites Back: Leverage, Business Cycles and Crises. (2012). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz . In: Working Papers. RePEc:cda:wpaper:12-24.

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2012Financial Disclosure and Market Transparency with Costly Information Processing. (2012). Di Maggio, Marco ; Pagano, Marco . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9207.

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2012Intermediary leverage cycles and financial stability. (2012). Boyarchenko, Nina ; Adrian, Tobias . In: Staff Reports. RePEc:fip:fednsr:567.

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2012The Cost of Financial Frictions for Life Insurers. (2012). Yogo, Motohiro ; Ralph S. J. Koijen, . In: NBER Working Papers. RePEc:nbr:nberwo:18321.

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2011Rescue packages and bank lending. (2011). von Peter, Goetz ; Brei, Michael ; Gambacorta, Leonardo . In: BIS Working Papers. RePEc:bis:biswps:357.

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2011An estimated DSGE model: explaining variation in term premia. (2011). Andreasen, Martin . In: Bank of England working papers. RePEc:boe:boeewp:0441.

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2011Informational Rents, Macroeconomic Rents, and Efficient Bailouts. (2011). Schnabl, Philipp ; Philippon, Thomas . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8216.

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2011A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk. (2011). Drechsler, Itamar ; Acharya, Viral V. ; Schnabl, Philipp . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8679.

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2011Delegated activism and disclosure. (2011). Dasgupta, Amil ; Zachariadis, Konstantinos . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:43078.

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2011Risk, uncertainty, and expected returns. (2011). Zhou, Hao ; Bali, Turan G.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2011-45.

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2011Stock return predictability and variance risk premia: statistical inference and international evidence. (2011). Zhou, Hao ; Bollerslev, Tim ; Xu, Lai ; Marrone, James . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2011-52.

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2011Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans. (2011). Llobet, Gerard ; Bruche, Max . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp675.

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Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.